+590.9%
JPM vs GME
+285.6%
+305.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | +0.7% |
| 7D | -0.7% | +10.4% | -11.1% | -1.0% |
| 30D | -2.5% | +14.1% | -16.5% | -2.8% |
| 3M | +14.1% | -4.6% | +18.8% | +14.2% |
| 6M | +25.1% | -13.5% | +38.6% | +25.5% |
| YTD | +12.1% | +5.3% | +6.8% | +11.8% |
| 1Y | +18.8% | -14.9% | +33.7% | +19.1% |
| 3Y | +163.4% | +24.3% | +139.2% | +152.4% |
| 5Y | +156.5% | -55.6% | +212.1% | +148.2% |
| All | +590.9% | +285.6% | +305.2% | +309.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling